+105.5%
B vs ULTA
+65.2%
+40.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -0.8% |
| 7D | -7.3% | +2.5% | -9.8% | -7.5% |
| 30D | -3.3% | +11.5% | -14.9% | -4.4% |
| 3M | -7.8% | +28.1% | -35.9% | -10.1% |
| 6M | -15.5% | +34.2% | -49.8% | -18.0% |
| YTD | -12.3% | +9.2% | -21.5% | -13.3% |
| 1Y | +5.4% | +23.7% | -18.4% | +3.1% |
| 3Y | +165.5% | +69.2% | +96.3% | +150.0% |
| All | +105.5% | +65.2% | +40.4% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling